+1,668.3%
PLTR vs PEGA
-46.0%
+1,714.3%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.2% | -3.3% | -2.7% |
| 7D | +4.7% | +0.1% | +4.7% | +4.5% |
| 30D | -16.4% | -4.1% | -12.3% | -15.1% |
| 3M | -6.2% | -2.8% | -3.3% | -5.8% |
| 6M | +29.2% | -0.4% | +29.6% | +27.0% |
| YTD | -5.5% | -45.4% | +39.9% | +25.3% |
| 1Y | -2.4% | -42.6% | +40.2% | +25.7% |
| 3Y | +752.3% | +45.4% | +706.9% | +446.4% |
| 5Y | +635.8% | -44.6% | +680.4% | +826.0% |
| All | +1,668.3% | -46.0% | +1,714.3% | +2,178.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PEGA.
Daily Out/Under-Performance
Portfolio return minus PEGA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEGA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded PEGA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling